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An exact solution to the portfolio choice problem under transactions costs

Bernard Dumas, Elisa Luciano
HAL (Le Centre pour la Communication Scientifique Directe)

Data up to Jan 2025

Published1990
Citations7
References0
Fields
Computer scienceEconomicsMathematicsMathematical economicsMathematical optimizationEconometrics

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An exact solution to the portfolio choice problem under transactions costs (1990) – HAL (Le Centre pour la Communication Scientifique Directe) | Metascience Observatory Explorer